CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7307 |
0.7312 |
0.0006 |
0.1% |
0.7324 |
| High |
0.7327 |
0.7315 |
-0.0013 |
-0.2% |
0.7341 |
| Low |
0.7297 |
0.7262 |
-0.0036 |
-0.5% |
0.7221 |
| Close |
0.7312 |
0.7270 |
-0.0042 |
-0.6% |
0.7245 |
| Range |
0.0030 |
0.0053 |
0.0023 |
76.7% |
0.0120 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.7% |
0.0000 |
| Volume |
77,707 |
76,711 |
-996 |
-1.3% |
327,321 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7441 |
0.7409 |
0.7299 |
|
| R3 |
0.7388 |
0.7356 |
0.7285 |
|
| R2 |
0.7335 |
0.7335 |
0.7280 |
|
| R1 |
0.7303 |
0.7303 |
0.7275 |
0.7292 |
| PP |
0.7282 |
0.7282 |
0.7282 |
0.7277 |
| S1 |
0.7250 |
0.7250 |
0.7265 |
0.7239 |
| S2 |
0.7229 |
0.7229 |
0.7260 |
|
| S3 |
0.7176 |
0.7197 |
0.7255 |
|
| S4 |
0.7123 |
0.7144 |
0.7241 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7629 |
0.7557 |
0.7311 |
|
| R3 |
0.7509 |
0.7437 |
0.7278 |
|
| R2 |
0.7389 |
0.7389 |
0.7267 |
|
| R1 |
0.7317 |
0.7317 |
0.7256 |
0.7293 |
| PP |
0.7269 |
0.7269 |
0.7269 |
0.7257 |
| S1 |
0.7197 |
0.7197 |
0.7234 |
0.7173 |
| S2 |
0.7149 |
0.7149 |
0.7223 |
|
| S3 |
0.7029 |
0.7077 |
0.7212 |
|
| S4 |
0.6909 |
0.6957 |
0.7179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7327 |
0.7221 |
0.0106 |
1.5% |
0.0046 |
0.6% |
46% |
False |
False |
68,036 |
| 10 |
0.7341 |
0.7221 |
0.0120 |
1.7% |
0.0044 |
0.6% |
41% |
False |
False |
72,713 |
| 20 |
0.7341 |
0.7199 |
0.0143 |
2.0% |
0.0042 |
0.6% |
50% |
False |
False |
79,143 |
| 40 |
0.7462 |
0.7199 |
0.0263 |
3.6% |
0.0043 |
0.6% |
27% |
False |
False |
84,761 |
| 60 |
0.7485 |
0.7199 |
0.0287 |
3.9% |
0.0041 |
0.6% |
25% |
False |
False |
69,455 |
| 80 |
0.7613 |
0.7199 |
0.0415 |
5.7% |
0.0040 |
0.5% |
17% |
False |
False |
52,141 |
| 100 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0039 |
0.5% |
16% |
False |
False |
41,745 |
| 120 |
0.7652 |
0.7199 |
0.0454 |
6.2% |
0.0038 |
0.5% |
16% |
False |
False |
34,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7540 |
|
2.618 |
0.7453 |
|
1.618 |
0.7400 |
|
1.000 |
0.7368 |
|
0.618 |
0.7347 |
|
HIGH |
0.7315 |
|
0.618 |
0.7294 |
|
0.500 |
0.7288 |
|
0.382 |
0.7282 |
|
LOW |
0.7262 |
|
0.618 |
0.7229 |
|
1.000 |
0.7209 |
|
1.618 |
0.7176 |
|
2.618 |
0.7123 |
|
4.250 |
0.7036 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7288 |
0.7277 |
| PP |
0.7282 |
0.7275 |
| S1 |
0.7276 |
0.7272 |
|